Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51682.95 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48483.89 Kr¶

PnL: ---------------------------------------> -603.68 Kr¶

DD now: ---------------------------------> -0.503 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:27:10.216638'

Anic Portfolio¶

Today¶

Return: 0.085 %¶

This Week¶

Return: 8.744 %¶

Total¶

Return: 69.197 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.440000 805.200000 132.200000 19.640000 673.000000
Nordea Bank Abp 29 0.890000 3562.940000 108.940000 3.150000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.240000 3459.200000 82.200000 2.430000 3377.000000
Swedbank A 3 2.050000 613.500000 49.500000 8.780000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.890000 596.640000 39.640000 7.120000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.470000 389.300000 34.300000 9.660000 355.000000
Intrum 4 1.740000 548.800000 21.800000 4.140000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.640000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.030000 577.920000 7.920000 1.390000 570.000000
Coor Service Management Hold. 8 0.970000 539.200000 7.200000 1.350000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.230000 252.720000 6.720000 2.730000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Corem Property Group B 59 1.940000 574.660000 -2.340000 -0.410000 576.999999
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Fasadgruppen Group 38 -0.730000 4134.400000 -6.600000 -0.160000 4140.999992
Sampo Oyj SDB 7 0.370000 3836.000000 -14.000000 -0.360000 3850.000000
CTEK 13 1.900000 509.340000 -24.660000 -4.620000 533.999999
International Petroleum Corp. 5 -0.090000 562.000000 -32.570000 -5.480000 594.565215
Essity B 2 -0.990000 540.000000 -34.000000 -5.920000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -1.080000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 5.160000 1861.200000 -127.800000 -6.430000 1989.000002
Axfood 15 -4.310000 3859.500000 -440.500000 -10.240000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48483.890000 -603.680000 -0.50329% 49087.564636

Updated:¶

'2023-02-01 10:27:23.339665'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶